Stationary equilibria in stochastic games: structure, selection, and computation (Q705844): Difference between revisions
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Latest revision as of 18:10, 7 June 2024
scientific article
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English | Stationary equilibria in stochastic games: structure, selection, and computation |
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Stationary equilibria in stochastic games: structure, selection, and computation (English)
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16 February 2005
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This paper presents an algorithm to compute a stationary equilibrium for an arbitrary finite \(n\)-person discounted stochastic game. This is done by the so-called stochastic tracing procedure, which is a natural extension of the linear tracing procedure, introduced by Harsanyi and Selten in 1988, to the class of stochastic games. This algorithm belongs to the class of homotopy methods.
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Game theory
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Stochastic games
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Computation of equilibria
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Linear tracing procedure
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